+256.9%
BNY vs BIIB
-28.1%
+285.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.3% | -1.7% | +0.3% | -1.1% |
| 30D | -0.2% | +4.0% | -4.1% | -0.8% |
| 3M | +14.9% | +8.6% | +6.3% | +13.1% |
| 6M | +40.0% | +14.0% | +26.0% | +36.4% |
| YTD | +42.0% | +23.4% | +18.6% | +36.0% |
| 1Y | +56.9% | +45.9% | +11.0% | +45.5% |
| 3Y | +289.9% | -16.1% | +306.0% | +294.1% |
| All | +256.9% | -28.1% | +285.0% | +275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling